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Consider an option on a stock whose volatility is unknown and stochastic. An agent assumes this volatility to be a specific function of time and the stock price, knowing that this assumption may result in a misspecification of the volatility. However, if the misspecified volatility dominates the true volatility, then the misspecified price of the option(More)
Some works dealing with the long-time behavior of interacting particle systems are reviewed and put into perspective, with focus on the classical KAM Theory and recent results of Landau damping in the nonlinear perturbative regime, obtained in collaboration with Clément Mouhot. Analogies are discussed, as well as new qualitative insights in the theory.(More)
AIM To map the nature and extent of existing palliative care education activities. METHOD Data was gathered from questionnaires, face-to-face and telephone interviews, visiting palliative care teams across Mount Vernon Cancer Network and attendance at conferences, meetings and seminars. A comprehensive needs assessment for palliative care education within(More)
In the so-called sparse regime where the numbers of edges and vertices tend to infinity in a comparable way, the asymptotic behavior of many graph invariants is expected to depend only upon local statistics. This heuristic originates from the thermodynamic study of certain disordered systems in statistical physics, where the microscopic contribution of each(More)
Bartonella are hemotropic bacteria responsible for emerging zoonosis. These heme auxotroph alphaproteobacteria must import heme for their growth, since they cannot synthesize it. To import exogenous heme, Bartonella genomes encode for a complete heme uptake system enabling transportation of this compound into the cytoplasm and degrading it to release iron.(More)
The use of the finite element method (F.E.M.) for numerically solving nontrivial problems in Fluid Mechanics is a new and important step in the developement of the method. In the last few years, considerable efforts have been made concerning the finite element approximation of incompressible viscous flows and decisive progress have been obtained in this(More)
This thesis focuses on protocol design for group and mobility management in a multicast environment. A growing number of Internet applications are built around the concept of group communication. To implement this abstract service, different technologies can be used. IP Multicast is a possible solution. Even if defined more than a decade ago, its(More)